optimizer bugs

[edstaffin]

Hi,
1. If you try to run the optimizer without changing any of the strategy parameters, it will insist that you have at least one thing to optimize. Not only is this inconsistent with Nt7, but not all strats have optimizable parms (See Sample ATM Strat). It's kind of annoying.

2. If you choose "Chart" in the display dropdown, and run a strat in the optimizer, no chart is displayed. It does, however, display if I run a backtest.

3. When debugging with vstudio, something seems amiss. It can take more than a minute to change a setting. I can watch a thread grinding up the processor in task manager, but I can't pin it down much further. Stay tuned.

More to come!
Ed

[NinjaTrader_Matthew]

1. If you do not change any of the strategy parameters, they will default to the same min;max to exclude them from optimization. You must at least select 1 strategy parameter, or optimize on a data series. In your example of Sample ATM Strategy, you would need to select "optimize on data series" and set values for the period you want to optimize over, or an instrument list otherwise that error would be received.

This is the same as NinjaTrader 7. Perhaps I'm missing something, but if there are no optimizable value (parameters, data series, instruments), what are you trying to optimize on? If you can reproduce a situation where any of those three things are selected but it is giving you the error, please let me know exactly what settings you're using.

2. I was not able to reproduce and have not heard any reports of problems in this area in beta release 2. Are you getting errors on the Log tab of the Control Center? Is this 100% reproducible across all strategies?

3. Where is your break point? Are you trying to change a setting in the middle of an optimization? Regarding the thread, the optimization will as much as your CPU as is available, across all cores, which could be what you're seeing there. Can you provide more specific details, or a video of what you're doing?

[edstaffin]

Hi
As to #1, in NT7, if you brought up a strat analyzer and just ran it without changing anything, it would essentially run a backtest. It won't do that in NT8. Sometimes when I'm testing I don't want to change anything in the UI, I do it in code. It's a minor complaint. Not worth a lot of mental calories.

As to #2,
1. Open a new strat analyzer.
2. Select chart from the display dropdown.
3. Select Optimization from the Backtest type ddl
4. Select Sample MA crossover from the strategy ddl
5. select your favorite instrument from the instrument ddl ( I chose CL 08-15).
6. Open the Fast parameter and change max to 11 (had to do this to avoid the issue mentioned in #1).
7. StartDate = 1/1/2015, End Date = 6/25/2015
8. Everything else is defaulted
9. Hit run.
10. No chart. Same with any strat. Do the same thing only choose Backtest type Standard and all is well.

As to #3. Still doing homework on that one. Stay tuned.

Thanks ... Ed

[NinjaTrader_PatrickH]

Hello Ed,

Thank you for your response.

1. When you load up the Strategy Analyzer what is listed under Backtest type?

2. I am able to reproduce this, thank you for bringing this to our attention.

[edstaffin]

By default, it comes up as standard.
If you mean what's in the list it's:
Standard
Optimization
Walk Forward Optimization
Multi-Objective Optimization
Hope this helps ... Ed

[-=Edge=-]

1. When you load up the Strategy Analyzer what is listed under Backtest type?

I've noticed the same thing.. In NT7 start up a new instance of the Strategy Analyzer.. Right click on any instrument and select optimize. Now click on the optimize tab on right and from the Strategy: dropdown list.. select SampleMACross... Now without changing any parameters at all, click the Run Optimize button at the bottom..

This will work just fine.. NT8 will error unless you optimize to at least one parameter..

It's not the point of optimizing to something specific, it's more the point of convenience and time savings to not always having to toggle back and forth between backtest and optimize when testing.. I agree it would be nice if NT8 behaved the same way as 7..